NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.70 |
78.85 |
1.15 |
1.5% |
79.88 |
| High |
79.14 |
79.70 |
0.56 |
0.7% |
80.73 |
| Low |
77.48 |
77.34 |
-0.14 |
-0.2% |
76.26 |
| Close |
78.59 |
77.58 |
-1.01 |
-1.3% |
78.59 |
| Range |
1.66 |
2.36 |
0.70 |
42.2% |
4.47 |
| ATR |
1.86 |
1.90 |
0.04 |
1.9% |
0.00 |
| Volume |
12,831 |
18,866 |
6,035 |
47.0% |
83,999 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.29 |
83.79 |
78.88 |
|
| R3 |
82.93 |
81.43 |
78.23 |
|
| R2 |
80.57 |
80.57 |
78.01 |
|
| R1 |
79.07 |
79.07 |
77.80 |
78.64 |
| PP |
78.21 |
78.21 |
78.21 |
77.99 |
| S1 |
76.71 |
76.71 |
77.36 |
76.28 |
| S2 |
75.85 |
75.85 |
77.15 |
|
| S3 |
73.49 |
74.35 |
76.93 |
|
| S4 |
71.13 |
71.99 |
76.28 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.94 |
89.73 |
81.05 |
|
| R3 |
87.47 |
85.26 |
79.82 |
|
| R2 |
83.00 |
83.00 |
79.41 |
|
| R1 |
80.79 |
80.79 |
79.00 |
79.66 |
| PP |
78.53 |
78.53 |
78.53 |
77.96 |
| S1 |
76.32 |
76.32 |
78.18 |
75.19 |
| S2 |
74.06 |
74.06 |
77.77 |
|
| S3 |
69.59 |
71.85 |
77.36 |
|
| S4 |
65.12 |
67.38 |
76.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.70 |
76.26 |
3.44 |
4.4% |
2.04 |
2.6% |
38% |
True |
False |
18,791 |
| 10 |
82.03 |
76.26 |
5.77 |
7.4% |
1.75 |
2.3% |
23% |
False |
False |
14,085 |
| 20 |
83.28 |
76.26 |
7.02 |
9.0% |
1.99 |
2.6% |
19% |
False |
False |
13,450 |
| 40 |
92.17 |
76.26 |
15.91 |
20.5% |
1.79 |
2.3% |
8% |
False |
False |
11,158 |
| 60 |
93.50 |
76.26 |
17.24 |
22.2% |
1.52 |
2.0% |
8% |
False |
False |
8,800 |
| 80 |
97.35 |
76.26 |
21.09 |
27.2% |
1.36 |
1.8% |
6% |
False |
False |
7,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.73 |
|
2.618 |
85.88 |
|
1.618 |
83.52 |
|
1.000 |
82.06 |
|
0.618 |
81.16 |
|
HIGH |
79.70 |
|
0.618 |
78.80 |
|
0.500 |
78.52 |
|
0.382 |
78.24 |
|
LOW |
77.34 |
|
0.618 |
75.88 |
|
1.000 |
74.98 |
|
1.618 |
73.52 |
|
2.618 |
71.16 |
|
4.250 |
67.31 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.52 |
78.41 |
| PP |
78.21 |
78.13 |
| S1 |
77.89 |
77.86 |
|